20-061/III - Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach

• Authors
  Anoek Castelein, Erasmus University Rotterdam; Dennis Fok, Erasmus University Rotterdam; Richard Paap, Erasmus University Rotterdam
• Publication date
  September 22, 2020

• Keywords
  Individualized variable selection, Dirichlet process, Stochastic search, Heterogeneity, Attribute non-attendance, Feature selection, Bayesian
• JEL
  C23, C11